An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors
碩士 === 國立清華大學 === 統計學研究所 === 104 === It is well known that that there is an intrinsic link between the financial and energy sectors, which can be analyzed through their spillover effects, which are measures of how the shocks to returns in different assets affect each other’s subsequent volatility in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83240779474330230618 |